Fidelity® Value K (FVLKX)
13.81
+0.06 (+0.44%)
USD |
Jan 27 2023
FVLKX Max Drawdown (5Y): 48.62% for Dec. 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| December 31, 2022 | 48.62% |
| November 30, 2022 | 48.62% |
| October 31, 2022 | 48.62% |
| September 30, 2022 | 48.62% |
| August 31, 2022 | 48.62% |
| July 31, 2022 | 48.62% |
| June 30, 2022 | 48.62% |
| May 31, 2022 | 48.62% |
| April 30, 2022 | 48.62% |
| March 31, 2022 | 48.62% |
| February 28, 2022 | 48.62% |
| January 31, 2022 | 48.62% |
| December 31, 2021 | 48.62% |
| November 30, 2021 | 48.62% |
| October 31, 2021 | 48.62% |
| September 30, 2021 | 48.62% |
| August 31, 2021 | 48.62% |
| July 31, 2021 | 48.62% |
| June 30, 2021 | 48.62% |
| May 31, 2021 | 48.62% |
| April 30, 2021 | 48.62% |
| March 31, 2021 | 48.62% |
| February 28, 2021 | 48.62% |
| January 31, 2021 | 48.62% |
| December 31, 2020 | 48.62% |
| Date | Value |
|---|---|
| November 30, 2020 | 48.62% |
| October 31, 2020 | 48.62% |
| September 30, 2020 | 48.62% |
| August 31, 2020 | 48.62% |
| July 31, 2020 | 48.62% |
| June 30, 2020 | 48.62% |
| May 31, 2020 | 48.62% |
| April 30, 2020 | 48.62% |
| March 31, 2020 | 48.62% |
| February 29, 2020 | 24.95% |
| January 31, 2020 | 24.95% |
| December 31, 2019 | 24.95% |
| November 30, 2019 | 24.95% |
| October 31, 2019 | 24.95% |
| September 30, 2019 | 24.95% |
| August 31, 2019 | 24.95% |
| July 31, 2019 | 24.95% |
| June 30, 2019 | 24.95% |
| May 31, 2019 | 24.95% |
| April 30, 2019 | 24.95% |
| March 31, 2019 | 24.95% |
| February 28, 2019 | 24.95% |
| January 31, 2019 | 24.95% |
| December 31, 2018 | 24.95% |
| November 30, 2018 | 24.07% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
24.07%
Minimum
Jan 2018
48.62%
Maximum
Mar 2020
38.20%
Average
48.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| MFS Mid Cap Value R6 | 42.75% |
| JPMorgan Mid Cap Value L | 43.06% |
| American Century Mid Cap Value R6 | 39.21% |
| Fidelity® Low-Priced Stock K | 38.15% |
| Fidelity® Low-Priced Stock K6 | 36.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.511 |
| Beta (5Y) | 1.259 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5823 |
| Beta (vs YCharts Benchmark) (5Y) | 1.187 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.55% |
| Historical Sharpe Ratio (5Y) | 0.3977 |
| Historical Sortino (5Y) | 0.4213 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.62% |